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Pardosa pseudoannulata is one of the most common wandering spiders in agricultural fields and a potentially good bioindicator for heavy metal contamination. However, little is known about the mechanism by which spiders respond to heavy metals at the molecular level. In this study, high-throughput transcriptome sequencing was employed to characterize the de novo transcriptome of the spiders and to identify differentially expressed genes (DEGs) after cadmium exposure. We obtained 60,489 assembled unigenes, 18,773 of which were annotated in the public databases. Ultimately, 3450 cDNA simple sequence repeats were identified and validated as potential molecular markers in the unigenes. A total of 2939, 2491 and 3759 DEGs were detected among the three libraries of two Cd-treated groups and the control. Functional enrichment analysis revealed that metabolism processes and digestive system function were predominately enriched in response to Cd stress. At the cellular and molecular levels, significantly enriched pathways in lysosomes and phagosomes as well as replication, recombination and repair demonstrated that oxidative damage resulted from Cd exposure. Based on the selected DEGs, certain critical genes involved in defence and detoxification were analysed. These results may elucidate the molecular mechanism underlying spiders' responses to heavy metal stress.